Related papers: Smooth projected density estimation
Discrete probability laws underpin statistical modeling, yet the catalog of interpretable distributions has expanded only gradually through centuries of case-by-case mathematical derivations. We introduce symbolic density estimation (SDE),…
We introduce PMODE (Partitioned Mixture Of Density Estimators), a general and modular framework for mixture modeling with both parametric and nonparametric components. PMODE builds mixtures by partitioning the data and fitting separate…
In this paper we consider the unconstrained minimization problem of a smooth function in ${\mathbb{R}}^n$ in a setting where only function evaluations are possible. We design a novel randomized derivative-free algorithm --- the stochastic…
A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…
The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equations (SEE), with bandwidth $h$. We show that the mean squared…
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…
In high dimensional sparse regression, pivotal estimators are estimators for which the optimal regularization parameter is independent of the noise level. The canonical pivotal estimator is the square-root Lasso, formulated along with its…
We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…
A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…
Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…
Meshes are commonly used as 3D maps since they encode the topology of the scene while being lightweight. Unfortunately, 3D meshes are mathematically difficult to handle directly because of their combinatorial and discrete nature. Therefore,…
In this paper, we present a generic methodology for the efficient numerical approximation of the density function of the McKean-Vlasov SDEs. The weak error analysis for the projected process motivates us to combine the iterative Multilevel…
Edge-preserving smoothing (EPS) can be formulated as minimizing an objective function that consists of data and prior terms. This global EPS approach shows better smoothing performance than a local one that typically has a form of weighted…
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistically and computationally efficient: by exploiting recent…
Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
We consider estimating a random vector from its noisy projections onto low dimensional subspaces constituting a fusion frame. A fusion frame is a collection of subspaces, for which the sum of the projection operators onto the subspaces is…
A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…
Smoothing operation to make continuous density field from observed point-like distribution of galaxies is crucially important for topological or morphological analysis of the large-scale structure, such as, the genus statistics or the area…